Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 60.500307 67.727207 76.013245 86.345670 99.073983 114.505695 135.063874
2025-01-05 49.995134 58.933956 70.108923 85.544204 107.092007 137.491177 186.660580
2025-01-12 43.462314 52.816600 65.140368 83.317917 110.977718 154.713979 238.129309
2025-01-19 38.274441 47.422498 59.891127 79.113424 110.198279 163.764239 280.966391
2025-01-26 37.003772 47.002958 61.249393 84.563987 125.662730 206.373601 429.903857
2025-02-02 36.063971 46.848489 62.852184 90.579531 143.905417 264.869808 721.811056
2025-02-09 34.354691 45.337649 62.116343 92.435688 154.821512 314.660079 1147.804405
2025-02-16 32.427721 43.288254 60.238102 91.853079 160.437975 355.109228 1774.380454
2025-02-23 30.781692 41.511923 58.582245 91.358795 166.110036 401.402530 3051.742513
2025-03-02 29.011952 39.397180 56.136628 88.932773 166.451322 430.346605 5034.740762
2025-03-09 27.544545 37.654926 54.159671 87.142823 167.954672 466.842101 10505.582629
2025-03-16 25.773131 35.317003 50.967745 82.468143 160.667999 459.140408 14583.490135
2025-03-23 25.374570 35.242039 51.847948 86.683406 180.226762 617.424833 NaN
2025-03-30 24.280515 33.958697 50.468194 85.875714 185.193853 711.221065 NaN
2025-04-06 23.105265 32.463976 48.572424 83.635887 184.978497 773.508677 NaN
2025-04-13 21.778580 30.643604 45.944947 79.406484 177.041262 761.521423 NaN
2025-04-20 21.749648 31.009070 47.411562 84.889478 204.861502 1206.666828 NaN
2025-04-27 21.738945 31.399632 48.962411 90.942236 239.661071 2228.617104 NaN
2025-05-04 21.278658 30.970060 48.861095 92.810172 258.927306 3569.017346 NaN
2025-05-11 20.616482 30.143029 47.892282 92.223850 266.760111 5034.798871 NaN
2025-05-18 20.009339 29.382948 47.002422 91.726428 275.116897 7700.741816 NaN
2025-05-25 19.270845 28.351585 45.485887 89.285144 272.152345 9419.178985 NaN
2025-06-01 18.633665 27.477887 44.245242 87.484087 272.175608 12923.480866 NaN